Semi-Parametric Forecasting of Realized Volatility

DOI10.2202/1558-3708.1814zbMath1506.62398OpenAlexW1482497321MaRDI QIDQ5881610

Ralf Becker, Stan Hurn, A. E. Clements

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1814

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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